Question: ( 2 0 points ) Consider a dataset with six variables: X 1 , X 2 , X 3 , X 4 , X 5

(20 points) Consider a dataset with six variables: X1, X2, X3, X4, X5, and X6. The covariance matrix of this dataset is given by:
x1=[2.5,2.3,2.1,0.7]
x2=[0.5,0.8,1.5,3.6]
x3=[2.2,3.0,0.3,2.0]
x4=[1.9,2.2,1.8,0.3]
x5=[3.1,2.5,3.2,1.0]
x6=[2.3,2.8,0.5,4.0]
Calculate the covariance matrix for x1,x2,x3,x4,x5 and x6. Show your steps in the computation and provide the final covariance matrix.
 (20 points) Consider a dataset with six variables: X1, X2, X3,

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